-37.4%
DOCS vs CAH
+456.1%
-493.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | +3.9% | -3.8% | -0.2% |
| 30D | +8.7% | +16.0% | -7.4% | +7.5% |
| 3M | +32.9% | +19.1% | +13.8% | +31.2% |
| 6M | +25.5% | +53.0% | -27.5% | +21.6% |
| YTD | -25.0% | +36.6% | -61.6% | -26.7% |
| 1Y | -34.9% | +37.4% | -72.3% | -36.4% |
| 3Y | +39.3% | +178.8% | -139.5% | +20.2% |
| 5Y | -54.8% | +498.6% | -553.4% | -67.1% |
| All | -37.4% | +456.1% | -493.5% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling